Danilo Leiva-Leon

Names

Identifer

Contact

Affiliations

• Federal Reserve Bank of Boston
  • EDIRC entry
  • location:

Research profile

author of:

• Latin American Falls, Rebounds and Tail
  Working Papers, Red Nacional de Investigadores en Economía (RedNIE) (2022)
  by Luciano Campos & Danilo Leiva-León & Steven Zapata
  (ReDIF-paper, aoz:wpaper:145)
• A New Approach to Infer Changes in the Synchronization of Business Cycle Phases
  Staff Working Papers, Bank of Canada (2014)
  by Danilo Leiva-Leon
  (ReDIF-paper, bca:bocawp:14-38)
• Real-Time Nowcasting of Nominal GDP Under Structural Breaks
  Staff Working Papers, Bank of Canada (2014)
  by William A. Barnett & Marcelle Chauvet & Danilo Leiva-Leon
  (ReDIF-paper, bca:bocawp:14-39)
• The Propagation of Industrial Business Cycles
  Staff Working Papers, Bank of Canada (2014)
  by Maximo Camacho & Danilo Leiva-Leon
  (ReDIF-paper, bca:bocawp:14-48)
• Model Averaging in Markov-Switching Models: Predicting National Recessions with Regional Data
  Staff Working Papers, Bank of Canada (2015)
  by Pierre Guérin & Danilo Leiva-Leon
  (ReDIF-paper, bca:bocawp:15-24)
• Markov-Switching Three-Pass Regression Filter
  Staff Working Papers, Bank of Canada (2017)
  by Pierre Guérin & Danilo Leiva-Leon & Massimiliano Marcellino
  (ReDIF-paper, bca:bocawp:17-13)
• Endogenous Time Variation in Vector Autoregressions
  Staff Working Papers, Bank of Canada (2020)
  by Danilo Leiva-Leon & Luis Uzeda
  (ReDIF-paper, bca:bocawp:20-16)
• Monetary Policy Independence and the Strength of the Global Financial Cycle
  Staff Working Papers, Bank of Canada (2020)
  by Christian Friedrich & Pierre Guérin & Danilo Leiva-Leon
  (ReDIF-paper, bca:bocawp:20-25)
• La evolución reciente del tipo de cambio del euro y su impacto sobre la inflación en la economía española
  Boletín Económico, Banco de España (2018)
  by Danilo Leiva & Jaime Martínez-Martín & Eva Ortega
  (ReDIF-article, bde:joures:y:2018:i:12:d:aa:n:24)
• Predicción en tiempo real del PIB regional: aspectos estadísticos y un modelo de previsión
  Boletín Económico, Banco de España (2019)
  by Concha Artola & María Gil & Danilo Leiva & Javier J. Pérez & Alberto Urtasun
  (ReDIF-article, bde:joures:y:2019:i:6:d:aa:n:17)
• La respuesta de la inversión privada a un incremento de la inversión pública
  Boletín Económico, Banco de España (2022)
  by Mario Alloza & Danilo Leiva-León & Alberto Urtasun
  (ReDIF-article, bde:joures:y:2022:i:02:d:aa:n:11)
• De la energía al resto de los componentes: la generalización del fenómeno inflacionista
  Boletín Económico, Banco de España (2023)
  by José González Mínguez & Samuel Hurtado & Danilo Leiva-León & Alberto Urtasun
  (ReDIF-article, bde:joures:y:2023:i:01:n:02)
• Recent movements in the euro exchange rate and the impact on inflation in the Spanish economy
  Economic Bulletin, Banco de España (2018)
  by Danilo Leiva & Jaime Martínez-Martín & Eva Ortega
  (ReDIF-article, bde:journl:y:2018:i:12:d:aa:n:24)
• Real-time regional GDP forecasting: statistical aspects and a forecasting model
  Economic Bulletin, Banco de España (2019)
  by Concha Artola & María Gil & Danilo Leiva & Javier J. Pérez & Alberto Urtasun
  (ReDIF-article, bde:journl:y:2019:i:6:d:aa:n:17)
• The response of private investment to an increase in public investment
  Economic Bulletin, Banco de España (2022)
  by Mario Alloza & Danilo Leiva-León & Alberto Urtasun
  (ReDIF-article, bde:journl:y:2022:i:02:d:aa:n:11)
• The spread of inflation from energy to other components
  Economic Bulletin, Banco de España (2023)
  by José González Mínguez & Samuel Hurtado & Danilo Leiva-León & Alberto Urtasun
  (ReDIF-article, bde:journl:y:2023:i:01:n:02)
• Monitoring the Spanish Economy through the Lenses of Structural Bayesian VARs
  Occasional Papers, Banco de España (2017)
  by Danilo Leiva-Leon
  (ReDIF-paper, bde:opaper:1706)
• An application of dynamic factor models to nowcast regional economic activity in Spain
  Occasional Papers, Banco de España (2019)
  by María Gil & Danilo Leiva-Leon & Javier J. Pérez & Alberto Urtasun
  (ReDIF-paper, bde:opaper:1904)
• Country shocks, monetary policy expectations and ECB decisions. A dynamic non-linear approach
  Working Papers, Banco de España (2015)
  by Maximo Camacho & Danilo Leiva-Leon & Gabriel Perez-Quiros
  (ReDIF-paper, bde:wpaper:1523)
• The evolution of regional economic interlinkages in Europe
  Working Papers, Banco de España (2017)
  by María Dolores Gadea-Rivas & Ana Gómez-Loscos & Danilo Leiva-Leon
  (ReDIF-paper, bde:wpaper:1705)
• Measuring business cycles intra-synchronization in us: a regime-switching interdependence framework
  Working Papers, Banco de España (2017)
  by Danilo Leiva-Leon
  (ReDIF-paper, bde:wpaper:1726)
• Model averaging in markov-switching models: predicting national recessions with regional data
  Working Papers, Banco de España (2017)
  by Pierre Guérin & Danilo Leiva-Leon
  (ReDIF-paper, bde:wpaper:1727)
• The propagation of industrial business cycles
  Working Papers, Banco de España (2017)
  by Maximo Camacho & Danilo Leiva-Leon
  (ReDIF-paper, bde:wpaper:1728)
• Monetary policy, stock market and sectoral comovement
  Working Papers, Banco de España (2017)
  by Pierre Guérin & Danilo Leiva-Leon
  (ReDIF-paper, bde:wpaper:1731)
• Markov-switching three-pass regression filter
  Working Papers, Banco de España (2017)
  by Pierre Guérin & Danilo Leiva-Leon & Massimiliano Marcellino
  (ReDIF-paper, bde:wpaper:1748)
• Fluctuations in Global Macro Volatility
  Working Papers, Banco de España (2019)
  by Danilo Leiva-Leon & Lorenzo Ductor
  (ReDIF-paper, bde:wpaper:1925)
• Mapping China’s time-varying house price landscape
  Working Papers, Banco de España (2019)
  by Michael Funke & Danilo Leiva-Leon & Andrew Tsang
  (ReDIF-paper, bde:wpaper:1930)
• Exchange rate shocks and inflation comovement in the euro area
  Working Papers, Banco de España (2019)
  by Danilo Leiva-Leon & Eva Ortega & Jaime Martínez-Martín
  (ReDIF-paper, bde:wpaper:1934)
• Real-time weakness of the global economy: a first assessment of the coronavirus crisis
  Working Papers, Banco de España (2020)
  by Danilo Leiva-Leon & Gabriel Perez-Quiros & Eyno Rots
  (ReDIF-paper, bde:wpaper:2015)
• Macro-financial interactions in a changing world
  Working Papers, Banco de España (2020)
  by Eddie Gerba & Danilo Leiva-Leon
  (ReDIF-paper, bde:wpaper:2018)
• Endogenous time variation in vector autoregressions
  Working Papers, Banco de España (2021)
  by Danilo Leiva-Leon & Luis Uzeda
  (ReDIF-paper, bde:wpaper:2108)
• Tracking weekly state-level economic conditions
  Working Papers, Banco de España (2021)
  by Christiane Baumeister & Danilo Leiva-León & Eric Sims
  (ReDIF-paper, bde:wpaper:2134)
• Do inflation expectations improve model-based inflation Forecasts?
  Working Papers, Banco de España (2021)
  by Marta Bañbura & Danilo Leiva-León & Jan-Oliver Menz
  (ReDIF-paper, bde:wpaper:2138)
• Housing prices in Spain: convergence or decoupling?
  Working Papers, Banco de España (2022)
  by Corinna Ghirelli & Danilo Leiva-León & Alberto Urtasun
  (ReDIF-paper, bde:wpaper:2205)
• Underlying inflation and asymetric risks
  Working Papers, Banco de España (2023)
  by Hervé Le Bihan & Danilo Leiva-León & Matías Pacce
  (ReDIF-paper, bde:wpaper:2319)
• Latin American Falls, Rebounds and Tail Risks
  Borradores de Economia, Banco de la Republica de Colombia (2022)
  by Luciano Campos & Danilo Leiva-León & Steven Zapata- Álvarez
  (ReDIF-paper, bdr:borrec:1201)
• Measuring Business Cycles Intra-Synchronization in US: A Regime-switching Interdependence Framework
  Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford (2017)
  by Danilo Leiva-Leon
  (ReDIF-article, bla:obuest:v:79:y:2017:i:4:p:513-545)
• Real vs. nominal cycles: a multistate Markov-switching bi-factor approach
  Studies in Nonlinear Dynamics & Econometrics, De Gruyter (2014)
  by Leiva-Leon Danilo
  (ReDIF-article, bpj:sndecm:v:18:y:2014:i:5:p:24:n:2)
• Tracking Weekly State-Level Economic Conditions
  CESifo Working Paper Series, CESifo (2021)
  by Christiane Baumeister & Danilo Leiva-León & Eric R. Sims
  (ReDIF-paper, ces:ceswps:_9165)
• Unknown item RePEc:chb:bcchrl:v:18:y:2015:i:3:p:130-132 (article)
• U.S. Monetary Spillovers to Latin America: The Role of Long-term Interest Rates
  Central Banking, Analysis, and Economic Policies Book Series, Central Bank of Chile (2016)
  by Elías Albagli & Danilo Leiva-Leon & Diego Saravia
  (ReDIF-chapter, chb:bcchsb:v24c09pp285-307)
• Dynamics of Global Business Cycles Interdependence
  Working Papers Central Bank of Chile, Central Bank of Chile (2015)
  by Lorenzo Ductor & Danilo Leiva-Leon
  (ReDIF-paper, chb:bcchwp:763)
• Country Shocks, Monetary Policy Expectations and ECB Decisions. A Dynamic Non-Linear Approach
  Working Papers Central Bank of Chile, Central Bank of Chile (2015)
  by Máximo Camacho & Danilo Leiva-León & Gabriel Pérez-Quiros
  (ReDIF-paper, chb:bcchwp:764)
• Country shocks, monetary policy expectations and ECB decisions. A dynamic non-linear approach
  CEPR Discussion Papers, C.E.P.R. Discussion Papers (2015)
  by Pérez-Quirós, Gabriel & Camacho, Máximo & Leiva-León, Danilo
  (ReDIF-paper, cpr:ceprdp:10828)
• Real-Time Weakness of the Global Economy: A First Assessment of the Coronavirus Crisis
  CEPR Discussion Papers, C.E.P.R. Discussion Papers (2020)
  by Pérez-Quirós, Gabriel & Leiva-León, Danilo & Rots, Eyno
  (ReDIF-paper, cpr:ceprdp:14484)
• Monetary Policy Independence and the Strength of the Global Financial Cycle
  CEPR Discussion Papers, C.E.P.R. Discussion Papers (2021)
  by Friedrich, Christian & Guerin, Pierre & Leiva-León, Danilo
  (ReDIF-paper, cpr:ceprdp:16203)
• Tracking Weekly State-Level Economic Conditions
  CEPR Discussion Papers, C.E.P.R. Discussion Papers (2021)
  by Baumeister, Christiane & Leiva-León, Danilo & Sims, Eric
  (ReDIF-paper, cpr:ceprdp:16317)
• The Propagation Of Industrial Business Cycles
  Macroeconomic Dynamics, Cambridge University Press (2019)
  by Camacho, Maximo & Leiva-Leon, Danilo
  (ReDIF-article, cup:macdyn:v:23:y:2019:i:01:p:144-177_00)
• Inflation expectations and their role in Eurosystem forecasting
  Occasional Paper Series, European Central Bank (2021)
  by Baumann, Ursel & Darracq Pariès, Matthieu & Westermann, Thomas & Riggi, Marianna & Bobeica, Elena & Meyler, Aidan & Böninghausen, Benjamin & Fritzer, Friedrich & Trezzi, Riccardo & Jonckheere, Jana &
  (ReDIF-paper, ecb:ecbops:2021264)
• Real-time weakness of the global economy: a first assessment of the coronavirus crisis
  Working Paper Series, European Central Bank (2020)
  by Perez-Quiros, Gabriel & Rots, Eyno & Leiva-Leon, Danilo
  (ReDIF-paper, ecb:ecbwps:20202381)
• Exchange rate shocks and inflation comovement in the euro area
  Working Paper Series, European Central Bank (2020)
  by Leiva-Leon, Danilo & Martínez-Martin, Jaime & Ortega, Eva
  (ReDIF-paper, ecb:ecbwps:20202383)
• Do inflation expectations improve model-based inflation forecasts?
  Working Paper Series, European Central Bank (2021)
  by Bańbura, Marta & Leiva-Leon, Danilo & Menz, Jan-Oliver
  (ReDIF-paper, ecb:ecbwps:20212604)
• Underlying inflation and asymmetric risks
  Working Paper Series, European Central Bank (2023)
  by Le Bihan, Hervé & Leiva-Leon, Danilo & Pacce, Matías
  (ReDIF-paper, ecb:ecbwps:20232848)
• Increasing linkages among European regions. The role of sectoral composition
  Economic Modelling, Elsevier (2019)
  by Gadea-Rivas, María Dolores & Gómez-Loscos, Ana & Leiva-Leon, Danilo
  (ReDIF-article, eee:ecmode:v:80:y:2019:i:c:p:222-243)
• Model averaging in Markov-switching models: Predicting national recessions with regional data
  Economics Letters, Elsevier (2017)
  by Guérin, Pierre & Leiva-Leon, Danilo
  (ReDIF-article, eee:ecolet:v:157:y:2017:i:c:p:45-49)
• Real-time nowcasting of nominal GDP with structural breaks
  Journal of Econometrics, Elsevier (2016)
  by Barnett, William A. & Chauvet, Marcelle & Leiva-Leon, Danilo
  (ReDIF-article, eee:econom:v:191:y:2016:i:2:p:312-324)
• Dynamics of global business cycle interdependence
  Journal of International Economics, Elsevier (2016)
  by Ductor, Lorenzo & Leiva-Leon, Danilo
  (ReDIF-article, eee:inecon:v:102:y:2016:i:c:p:110-127)
• Fluctuations in global output volatility
  Journal of International Money and Finance, Elsevier (2022)
  by Ductor, Lorenzo & Leiva-León, Danilo
  (ReDIF-article, eee:jimfin:v:120:y:2022:i:c:s0261560621001844)
• Inspecting cross-border macro-financial mechanisms
  Journal of International Money and Finance, Elsevier (2024)
  by Gerba, Eddie & Leiva-León, Danilo & Rubio, Margarita
  (ReDIF-article, eee:jimfin:v:145:y:2024:i:c:s0261560624000810)
• Mapping China’s time-varying house price landscape
  Regional Science and Urban Economics, Elsevier (2019)
  by Funke, Michael & Leiva-Leon, Danilo & Tsang, Andrew
  (ReDIF-article, eee:regeco:v:78:y:2019:i:c:s0166046218301881)
• Tracking weekly state-level economic conditions
  CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2021)
  by Christiane Baumeister & Danilo Leiva-León & Eric Sims
  (ReDIF-paper, een:camaaa:2021-55)
• Unknown item RePEc:eme:aeco11:s0731-905320150000035007 (chapter)
• Unknown item RePEc:eme:aeco11:s0731-90532022000044b003 (chapter)
• Country Shocks, Monetary Policy Expectations and ECB Decisions. A Dynamic Non-linear Approach
  Advances in Econometrics, Emerald Group Publishing Limited (2016)
  by Maximo Camacho & Danilo Leiva-Leon & Gabriel Perez-Quiros
  (ReDIF-chapter, eme:aecozz:s0731-905320150000035007)
• Heterogeneous Switching in FAVAR Models
  Advances in Econometrics, Emerald Group Publishing Limited (2022)
  by Pierre Guérin & Danilo Leiva-León
  (ReDIF-chapter, eme:aecozz:s0731-90532022000044b003)
• Introducing the Credit Market Sentiment Index
  Richmond Fed Economic Brief, Federal Reserve Bank of Richmond (2022)
  by Danilo Leiva-León & Gabriel Perez-Quiros & Horacio Sapriza & Egon Zakrajšek
  (ReDIF-article, fip:fedreb:94668)
• Sentiment About Business Debt as a Leading Economic Indicator
  Richmond Fed Economic Brief, Federal Reserve Bank of Richmond (2025)
  by Danilo Leiva-León & Thomas A. Lubik & Gabriel Perez-Quiros & Nathan Robino & Horacio Sapriza & Francisco Vazquez-Grande & Egon Zakrajšek
  (ReDIF-article, fip:fedreb:99646)
• Fluctuations in Global Macro Volatility
  ThE Papers, Department of Economic Theory and Economic History of the University of Granada. (2019)
  by Danilo Leiva-Leon & Lorenzo Ductor
  (ReDIF-paper, gra:wpaper:19/09)
• Exchange Rate Shocks and Inflation Co-movement in the Euro Area
  International Journal of Central Banking, International Journal of Central Banking (2022)
  by Danilo Leiva-Leon & Jaime Martinez-Martin & Eva Ortega
  (ReDIF-article, ijc:ijcjou:y:2022:q:1:a:6)
• Real-Time Nowcasting Nominal GDP Under Structural Break
  WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics (2014)
  by William A. Barnett & Marcelle Chauvetz & Danilo Leiva-Leonx
  (ReDIF-paper, kan:wpaper:201313)
• The Credit-Card-Services Augmented Divisia Monetary Aggregates
  WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics (2016)
  by William A. Barnett & Marcelle Chauvet & Danilo Leiva-Leon & Liting Su
  (ReDIF-paper, kan:wpaper:201604)
• Nowcasting Nominal GDP with the Credit-Card Augmented Divisia Monetary Aggregates
  WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics (2016)
  by William A. Barnett & Marcelle Chauvet & Danilo Leiva-Leon & Liting Su
  (ReDIF-paper, kan:wpaper:201605)
• Real-Time Weakness of the Global Economy: A First Assessment of the Coronavirus Crisis
  MNB Working Papers, Magyar Nemzeti Bank (Central Bank of Hungary) (2020)
  by Danilo Leiva-Leon & Gabriel Pérez-Quirós & Eyno Rots
  (ReDIF-paper, mnb:wpaper:2020/4)
• Tracking Weekly State-Level Economic Conditions
  NBER Working Papers, National Bureau of Economic Research, Inc (2021)
  by Christiane Baumeister & Danilo Leiva-León & Eric R. Sims
  (ReDIF-paper, nbr:nberwo:29003)
• Real-Time Nowcasting Nominal GDP Under Structural Break
  MPRA Paper, University Library of Munich, Germany (2014)
  by Barnett, William A. & Chauvet, Marcelle & Leiva-Leon, Danilo
  (ReDIF-paper, pra:mprapa:53699)
• A New Approach to Infer Changes in the Synchronization of Business Cycle Phases
  MPRA Paper, University Library of Munich, Germany (2013)
  by Leiva-Leon, Danilo
  (ReDIF-paper, pra:mprapa:54452)
• Real vs. Nominal Cycles: A Multistate Markov-Switching Bi-Factor Approach
  MPRA Paper, University Library of Munich, Germany (2013)
  by Leiva-Leon, Danilo
  (ReDIF-paper, pra:mprapa:54456)
• Model Averaging in Markov-Switching Models: Predicting National Recessions with Regional Data
  MPRA Paper, University Library of Munich, Germany (2014)
  by Guérin, Pierre & Leiva-Leon, Danilo
  (ReDIF-paper, pra:mprapa:59361)
• The credit-card-services augmented Divisia monetary aggregates
  MPRA Paper, University Library of Munich, Germany (2016)
  by Barnett, William & Chauvet, Marcelle & Leiva-Leon, Danilo & Su, Liting
  (ReDIF-paper, pra:mprapa:73245)
• Nowcasting nominal gdp with the credit-card augmented Divisia monetary aggregates
  MPRA Paper, University Library of Munich, Germany (2016)
  by Barnett, William & Chauvet, Marcelle & Leiva-Leon, Danilo & Su, Liting
  (ReDIF-paper, pra:mprapa:73246)
• Tracking Weekly State-Level Economic Conditions
  Working Papers, University of Pretoria, Department of Economics (2021)
  by Christiane Baumeister & Danilo Leiva-Leon & Eric Sims
  (ReDIF-paper, pre:wpaper:202151)
• Nowcasting Nominal GDP with the Credit-Card Augmented Divisia Monetary
  Studies in Applied Economics, The Johns Hopkins Institute for Applied Economics, Global Health, and the Study of Business Enterprise (2016)
  by Barnett, William & Chauvet, Marcelle & Leiva-Leon, Danilo & Su, Liting
  (ReDIF-paper, ris:jhisae:0059)
• Housing prices in Spain: convergence or decoupling?
  SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association (2023)
  by Corinna Ghirelli & Danilo Leiva-León & Alberto Urtasun
  (ReDIF-article, spr:series:v:14:y:2023:i:2:d:10.1007_s13209-023-00275-1)
• Markov-Switching Three-Pass Regression Filter
  Journal of Business & Economic Statistics, Taylor & Francis Journals (2020)
  by Pierre Guérin & Danilo Leiva-Leon & Massimiliano Marcellino
  (ReDIF-article, taf:jnlbes:v:38:y:2020:i:2:p:285-302)
• Endogenous Time Variation in Vector Autoregressions
  The Review of Economics and Statistics, MIT Press (2023)
  by Danilo Leiva-Leon & Luis Uzeda
  (ReDIF-article, tpr:restat:v:105:y:2023:i:1:p:125-142)
• Tracking Weekly State-Level Economic Conditions
  The Review of Economics and Statistics, MIT Press (2024)
  by Christiane Baumeister & Danilo Leiva-León & Eric Sims
  (ReDIF-article, tpr:restat:v:106:y:2024:i:2:p:483-504)
• Mapping China's time-varying house price landscape
  BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT) (2017)
  by Funke, Michael & Leiva-Leon, Danilo & Tsang, Andrew
  (ReDIF-paper, zbw:bofitp:bdp2017_021)
• Do inflation expectations improve model-based inflation forecasts?
  Discussion Papers, Deutsche Bundesbank (2021)
  by Bańbura, Marta & Leiva-León, Danilo & Menz, Jan-Oliver
  (ReDIF-paper, zbw:bubdps:482021)
• When Credit Expansions Become Troublesome: The Story of Investor Sentiments
  VfS Annual Conference 2023 (Regensburg): Growth and the "sociale Frage", Verein für Socialpolitik / German Economic Association (2023)
  by Poeschl, Johannes & Gerba, Eddie & Leiva-Leon, Danilo
  (ReDIF-paper, zbw:vfsc23:277699)